Obama on Thursday offered the assurance in a brief yet very cordial telephone conversation with Peña Nieto in St Petersburg, Russia, where both heads of state are taking part in the G20 economic summit, sources in the Mexican president's office said.

The US leader told Peña Nieto that he would respond to Mexico's diplomatic note asking for an exhaustive investigation of the purported spying, the sources said.

Brazil's Globo television reported this week that the NSA intercepted telephone calls and e-mails of Brazilian President Dilma Rousseff and Peña Nieto. NSA began spying on Peña Nieto even before he won Mexico's July 2012 presidential election.

The surveillance continued during the transition, giving Washington advance knowledge of the new Mexican president's cabinet appointments, according to a report aired Sunday on Globo's flagship news magazine.

The report referred to a June 2012 'Top Secret' slide presentation touting NSA's ability to access the content of the voice and e-mail communications of both Rousseff and Peña Nieto.

The slides were among the documentation Edward Snowden, a former NSA contractor, provided to Brazil-based US journalist Glenn Greenwald.